This feature let you send direct message to anyone in your workspace
How it Works
Search the name of the person from sidebar which you want to send a message to.
You can either select the name of the person from people section.
Once you select, type the message in the chat footer and send it directly by cmd+enter or enter as per your preference.
Direct message is for one on one conversation that don't require a channel, You can easily communicate or share any important information with anyone in your workspace.
Refer this video to see more in details - https://youtu.be/H-j1s08qCpY